WCMIX vs. ARKQ
Compare and contrast key facts about WCM Focused International Growth Fund (WCMIX) and ARK Autonomous Technology & Robotics ETF (ARKQ).
WCMIX is managed by WCM Investment Management. It was launched on May 30, 2011. ARKQ is an actively managed fund by ARK Investment Management. It was launched on Sep 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WCMIX or ARKQ.
Performance
WCMIX vs. ARKQ - Performance Comparison
Returns By Period
In the year-to-date period, WCMIX achieves a 12.04% return, which is significantly lower than ARKQ's 24.25% return. Over the past 10 years, WCMIX has underperformed ARKQ with an annualized return of 8.03%, while ARKQ has yielded a comparatively higher 14.21% annualized return.
WCMIX
12.04%
-2.63%
1.27%
17.51%
7.41%
8.03%
ARKQ
24.25%
15.50%
29.59%
37.76%
16.37%
14.21%
Key characteristics
| WCMIX | ARKQ | |
|---|---|---|
| Sharpe Ratio | 1.23 | 1.50 |
| Sortino Ratio | 1.80 | 2.08 |
| Omega Ratio | 1.21 | 1.25 |
| Calmar Ratio | 0.65 | 0.77 |
| Martin Ratio | 6.29 | 5.23 |
| Ulcer Index | 2.81% | 7.27% |
| Daily Std Dev | 14.40% | 25.28% |
| Max Drawdown | -42.39% | -59.89% |
| Current Drawdown | -14.34% | -27.16% |
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WCMIX vs. ARKQ - Expense Ratio Comparison
WCMIX has a 1.04% expense ratio, which is higher than ARKQ's 0.75% expense ratio.
Correlation
The correlation between WCMIX and ARKQ is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
WCMIX vs. ARKQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused International Growth Fund (WCMIX) and ARK Autonomous Technology & Robotics ETF (ARKQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
WCMIX vs. ARKQ - Dividend Comparison
Neither WCMIX nor ARKQ has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCMIX WCM Focused International Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.06% | 0.22% | 0.38% | 0.45% | 0.51% | 0.32% | 0.23% | 0.27% |
ARKQ ARK Autonomous Technology & Robotics ETF | 0.00% | 0.00% | 0.00% | 0.80% | 0.86% | 0.00% | 2.86% | 1.54% | 0.00% | 0.97% | 0.00% | 0.00% |
Drawdowns
WCMIX vs. ARKQ - Drawdown Comparison
The maximum WCMIX drawdown since its inception was -42.39%, smaller than the maximum ARKQ drawdown of -59.89%. Use the drawdown chart below to compare losses from any high point for WCMIX and ARKQ. For additional features, visit the drawdowns tool.
Volatility
WCMIX vs. ARKQ - Volatility Comparison
The current volatility for WCM Focused International Growth Fund (WCMIX) is 3.66%, while ARK Autonomous Technology & Robotics ETF (ARKQ) has a volatility of 9.74%. This indicates that WCMIX experiences smaller price fluctuations and is considered to be less risky than ARKQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.